+banking books)

banking books)

Valuation risk The risk of losses from revisions of or adjustments to the accounting value of fair-valued assets and liabilities (trading and non- ( Regulation (EU) 575/2013 , Article 105 and Regulation (EU) trading books) 2016/101)Market risk sub-categories (level 2) Legal references/Definitions - Market price uncertainties RTS on Prudent Valuation - Close-out costs (Regulation (EU) 2016/101) - Valuation model risks - Unearned credit spreads - Investing and funding costs - Concentrated positions - Future administrative cost

Market risk sub- Legal references/Definitions63

1. Vue d’ensemble

,
Intitulé Réglementation

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

Exigences
Source Exigence

3. Normes associées

Normes
Source Exigence
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/